Gronwald, MarcSattarhof, Cristina2018-06-292018-06-292018-05-31Gronwald, M & Sattarhof, C 2018 'How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market' Discussion Paper in Economics, no. 5, vol. 18, University of Aberdeen: Business School.0143-4543http://hdl.handle.net/2164/10682301117160engMarket efficiencyMultifractalityMultifractalMultifractal Random WalkEuropean Union Emissions Trading SchemeHB Economic TheoryEconomics, Econometrics and Finance (miscellaneous)HBHow to Measure Financial Market Efficiency? : A Multifractality-Based Quantitative Approach with an Application to the European Carbon MarketWorking or discussion paper185